Diversified Trader Index For October 2010

Monthly Rankings

Rank CTA/Program Oct 2010 Min Inv Inception
191 Insignia Managed Capital
Medallion
-9.69 50k 2/1/2009
190 Clarke Capital Management
Global Magnum
-8.10 100k 8/1/1997
189 HB Capital Management Inc.
Diversified Program
-7.39 50k 3/1/2008
188 Romanesco Capital Management B.V
Persistence Program
-5.65 5,000k 9/1/2005
187 Dominion Capital
Sapphire Program
-5.48 3,000k 5/1/2005
186 Clarke Capital Management
Global Basic
-5.03 50k 2/1/1996
185 RAM Management Group
MRTP Aggressive
-5.03 1,000k 2/1/1998
184 GT CAPITAL CTA
GT CAPITAL CTA
-4.74 150k 6/1/2009
183 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-4.73 750k 1/1/2009
182 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
-4.41 25,000k 3/1/2010
181 AllMountain Capital AG
Mount Denali Global Trends
-3.42 160k 7/1/2007
180 Vergho Asset Management LLC
Kinematics
-2.95 1,000k 11/1/2008
179 Conquest Capital Group
Conquest Macro
-2.62 250k 5/1/1999
178 Ion Asset Architecture (Fund Program)
Ion Fund
-2.60 100k 11/1/2007
177 Ion Asset Architecture
Ion Fund Program
-2.60 10,000k 11/1/2007
176 Futures Truth Company, FTC-CTA
200K Options Strategy
-2.08 200k 12/1/2009
175 Amplitude Capital International Limited
Dynamic Strategy
-2.02 6/1/2005
174 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-1.96 1,000k 5/1/2006
173 Insignia Managed Capital
Epoch3
-1.93 20k 7/1/2009
172 RAM Management Group
RAM MRTP 1X-Conservative
-1.73 1,000k 9/1/1993
171 Mondiale Asset Management
Mondiale Trading Program
-1.43 0k 9/1/1997
170 Crabel Capital Management
Crabel Multi-Product
-1.08 1,000k 3/1/1998
169 Endeavour Capital LLP
Endeavour Pembroke
-0.93 2,000k 7/1/2007
168 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.86 10,000k 3/1/2006
167 Emil van Essen
EvE Systematic Global Opportunities
-0.79 1,000k 9/1/2007
166 FORT LP
Fort Global Contrarian
-0.72 2,000k 10/1/2002
165 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.54 10,000k 1/1/2007
164 Jaguar Investments Ltd
Vario Capital Strategy
-0.34 1,000k 5/1/2016
163 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.30 4,000k 11/1/2008
162 Northfield Trading
Diversified
-0.25 2,000k 7/1/1989
161 Robust Methods LLC
Macro Managed Account
-0.25 5,000k 1/1/2005
160 White Indian Trading Co.
STAIRS - Futures Program (Client)
-0.22 250k 10/1/2008
159 Emil van Essen
Spread Trading Program
-0.21 5,000k 12/1/2006
158 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-0.16 1,500k 1/1/2009
157 White Indian Trading Co.
STAIRS (Client)
-0.16 250k 5/1/2009
154 Superfund Group
Superfund Blue SPC Class A (EUR)
0.00 50k 4/1/2005
155 Global Vista Advisors, LLC
Global Vista Options ("GVO")
0.00 50k 10/1/2010
156 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 5,000k 1/1/2005
153 Beryl Investment Group LLC
Nominal Discretionary System
0.03 50k 7/1/2007
152 Quantum Leap Capital Management
Managed Account Program
0.09 300k 8/1/2006
151 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.30 1,000k 9/1/1997
150 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.32 10,000k 8/1/2007
149 FORT LP
Fort Global Diversified
0.39 2,000k 10/1/1993
148 Clarke Capital Management
FX Plus
0.44 1,000k 5/1/2004
147 IKOS
The IKOS Hedge Fund
0.60 10,000k 7/1/1998
146 Futures Truth Company, FTC-CTA
MS4
0.65 250k 10/1/2007
145 OptHedge Advisors LLC
Diversified Options & Futures Program
0.66 250k 10/1/2008
144 Mobius Asset Management
Diversified Program
0.78 250k 3/1/2004
143 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.80 100k 2/1/2010
142 MERIT Alternative Investments GmbH
Futures Portfolio
0.85 2,000k 6/1/1998
141 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
0.93 250k 10/1/2009
140 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.05 5,000k 6/1/2010
139 Blackwater Capital Management
Global Program
1.17 5,000k 7/1/2005
138 Di Tomasso Group Inc.
Equilibrium Program
1.20 5,000k 1/1/2002
137 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.32 1k 10/1/2006
136 GLOBIVEST LLC
Alpha Program
1.33 50k 4/1/2009
135 IKOS
IKOS Futures Fund
1.34 1,000k 2/1/2010
134 Global Domain Partners, LLC
Global Domain Vector Fund - Series A
1.50 500k 1/1/2006
133 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.54 10,000k 8/1/2009
132 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
1.66 1,000k 3/1/1998
131 Rivoli Fund Management
Rivoli International Fund (V9)
1.79 5,000k 1/1/2002
130 Quantica Capital AG
Quantica Managed Futures
1.80 5,000k 1/1/2005
129 Mobius Asset Management
Custom Trading Program
1.94 100k 1/1/2002
128 Non Correlated Capital
Positive Theta Fund
2.00 50k 10/1/2007
127 Estlander & Partners
Global Markets
2.16 10,000k 8/1/1999
126 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.17 1,000k 3/1/2003
125 Briarwood Capital Management, Inc.
Diversified Trading Program
2.18 3,000k 7/1/2001
124 Metolius Capital LLC
Metolius Diversified
2.22 100k 6/1/2010
123 Transtrend B.V.
DTP – Standard Risk (EUR)
2.41 10,000k 2/1/1999
122 Non Correlated Capital
Positive Theta Program
2.46 250k 10/1/2007
121 Superfund Group
Superfund Blue SPC Class A (Gold)
2.47 50k 12/1/2007
120 Quantitative Investment Management
Quantitative Global Program
2.50 20,000k 10/1/2003
119 Winton Capital Management
Diversified
2.51 50,000k 10/1/1997
118 Future Trade AG
Thales Swing Trading Programme
2.52 250k 6/1/2007
117 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.56 1,000k 9/1/2009
116 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.64 5,000k 11/1/2012
115 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.67 10,000k 8/1/2009
114 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.68 3,000k 5/1/2010
113 Millburn Corporation
Diversified Program
2.71 20,000k 2/1/1977
112 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
2.74 10k 7/1/2005
111 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
2.79 1,000k 10/1/2006
110 NuWave Investment Management, LLC
Combined Futures Portfolio
2.79 5,000k 6/1/2001
109 Millburn Corporation
Multi-Markets Program
2.82 25,000k 10/1/2004
108 Dendrich Ltd
QEP
2.83 50k 12/1/2005
107 Gladius Asset Management
Fulham Program
2.84 2,000k 1/1/2008
106 John Locke Investments
Cyril Systematic Program
2.87 8,000k 7/1/2000
105 Molinero Capital Management LLP
Global Markets Program
2.89 2,000k 7/1/2005
104 Rivoli Fund Management
Rivoli International Fund (MAP)
2.89 5,000k 10/1/1996
103 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.94 500k 4/1/2009
102 Xplor Capital Management, LLC
Global CTA Program
2.94 1,500k 7/1/2004
101 Saxon Investment Corporation
Diversified Program
2.96 3,000k 9/1/1988
100 Claughton Capital
Institutional Program
3.05 1,000k 10/1/2005
99 NuWave Investment Management, LLC
NuWave Investment Partners LP
3.19 250k 6/1/2001
98 Conquest Capital Group
Conquest Select
3.29 250k 6/1/2004
97 Quantis Asset Management
PFM Systematic
3.46 15k 5/1/2010
96 Eckhardt Trading Company
Evolution Strategies
3.62 20,000k 8/1/1991
95 Ancile Capital Management
Global Markets Program
3.64 2,000k 4/1/2005
94 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.65 10,000k 8/1/1999
93 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.78 10,000k 8/1/2004
92 Lynx Asset Management AB
Lynx Program
3.78 75k 5/1/2000
91 Abraham Trading Company
Diversified Program
3.80 10,000k 1/1/1988
90 Briarwood Capital Management, Inc.
Diversified 2XL
3.84 250k 11/1/2004
89 FRP CAPITAL LLC
FRP125+
3.87 125k 1/1/2010
88 Manning & Napier
MN Xenon Managed Futures (2x) Program
3.87 5,000k 6/1/2006
87 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.91 10,000k 1/1/1995
86 Red Rock Capital, LLC
Systematic Global Macro
3.98 500k 9/1/2003
85 Rabar Market Research
Short-Term Program
4.01 2,000k 11/1/2009
84 Drury Capital
Diversified Trend-Following Program
4.12 5,000k 5/1/1997
83 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
4.18 100k 10/1/2009
82 White River Group
Diversified Option Writing Strategy
4.21 20k 11/1/2008
81 Clarke Capital Management
Worldwide
4.24 250k 1/1/1996
80 Estlander & Partners
Global XL
4.30 5,000k 8/1/1991
79 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.35 10,000k 1/1/1991
78 Eckhardt Trading Company
Evolution Strategies 1.2X
4.37 10,000k 10/1/1991
77 Estlander & Partners
Freedom
4.46 20,000k 8/1/2010
76 Red Oak Commodity Advisors
Investment Program
4.51 5,000k 12/1/1989
75 ALFAKRAFT
ALFA Commodity Fund
4.51 16k 6/1/2010
74 Welton Investment Partners
Welton Global
4.58 10,000k 6/1/2004
73 Eclipse Capital Management
Global Monetary
4.63 5,000k 8/1/1990
72 Amplitude Capital International Limited
Klassik Strategy
4.65 1,000k 9/1/2009
71 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.71 100k 8/1/2009
70 Commodity Strategies AG
CSAG Active Long Short Commodity Program
4.79 5,000k 10/1/2007
69 Millburn Corporation
Commodity Program
4.89 25,000k 3/1/2005
68 Rho Asset Management
Rho Altius 1XL Program
4.91 5,000k 11/1/2007
67 Auctos Capital Management
Auctos Global Diversified
4.92 3,000k 11/1/2007
66 John Locke Investments
JL Commodity Long Flat Program
4.96 5,000k 12/1/2007
65 ISAM
ISAM Systematic Trend Fund
4.98 1,000k 6/1/2001
64 IDS Capital
IDS F&F Systematic Trading
5.07 50k 7/1/2013
63 Saxon Investment Corporation
Aggressive Diversified Program
5.08 2,000k 11/1/1993
62 Altradis Capital AG
AlphAlgo
5.17 100k 5/1/2007
61 Hawksbill Capital Management
Global Diversified
5.17 5,000k 11/1/1988
60 Rabar Market Research
Diversified Program
5.20 2,000k 1/1/1989
59 Covenant Capital Management
Original Program
5.21 5,000k 9/1/1999
58 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.22 200k 11/1/1999
57 Southwest Managed Investments, LLC
Global Diversified
5.29 200k 1/1/2002
56 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
55 Kelly Angle Inc.
Genesis Program
5.40 2,000k 4/1/2000
54 Wavefront Global Asset Management
IMFC Global Concentrated
5.41 500k 4/1/2009
53 Revolution Capital Management
Mosaic Institutional Program
5.45 25,000k 9/1/2009
52 Superfund Group
Superfund Green Q-AG
5.49 2k 3/1/1996
51 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
5.52 75k 6/1/2007
50 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.54 100k 3/1/2003
49 Wavefront Global Asset Management
IMFC Global Investment Program
5.63 2,000k 2/1/2007
48 Superfund Group
Superfund Green L.P. Series A
5.70 5k 10/1/2002
47 Sunrise Capital Partners
Sunrise Expanded Diversified Program
5.81 1/1/1989
46 Hyman Beck and Company
Global Portfolio
5.89 1,000k 3/1/1991
45 Revolution Capital Management
Alpha Program
5.92 5,000k 6/1/2007
44 Revolution Capital Management
Alpha Fund
5.93 50k 1/1/2005
43 QCM
Global Diversified Programme
6.38 500k 12/1/1995
42 Angle Capital Management LLC
AIP Program
6.38 100k 1/1/2010
41 Keck Capital Management LLC
The Keck Program
6.66 2,000k 12/1/2003
40 EMC Capital Advisors, LLC
Classic
6.80 5,000k 1/1/1985
39 Covenant Capital Management
Aggressive Program
6.82 3,000k 2/1/2004
38 Spectrum Asset Management LLC
Global Diversified
6.89 2,000k 1/1/2001
37 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.11 100k 1/1/2005
36 Crabel Capital Management
WPD Crabel Futures Program
7.63 1,000k 7/1/2008
35 Auspice Capital Advisors Ltd
Auspice Diversified Program
7.75 1,500k 4/1/2006
34 Wimmer Horizon LLP
Managed Account
7.82 5,000k 5/1/2005
33 Superfund Group
Superfund Green Gold L.P. Series A-1
7.83 5k 4/1/2009
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.22 100k 11/1/1984
31 Superfund Group
Superfund Green L.P. Series B
8.34 5k 10/1/2002
30 Superfund Group
Superfund Green GCT USD
8.53 15k 1/1/2000
29 Superfund Group
Superfund Green Gold A (SPC)
8.75 5k 10/1/2005
28 Haar Capital Management
Discretionary Commodity Trading Program
8.95 250k 12/1/2005
27 Stenger Capital Management, LLC
Diversified Trading Program
9.53 200k 4/1/2010
26 Rosetta Capital Management
Macro Program
9.92 50k 1/1/2009
25 Mark J. Walsh Company
Standard Program
10.08 2,000k 9/1/1985
24 Robinson-Langley Capital Management, LLC
Managed Account Program
10.22 200k 1/1/2007
23 M.S. Capital Management
Global Diversified Program
10.69 2,000k 11/1/1998
22 Alee Capital Management, LLC
Poniente Program
10.85 2,500k 1/1/1999
21 Chesapeake Capital
Diversified (LV)
10.93 100k 2/1/1988
20 Superfund Group
Superfund Green Gold B (SPC)
11.01 50k 10/1/2005
19 Clarke Capital Management
Millennium
11.01 1,000k 1/1/1998
18 Alee Capital Management, LLC
Mistral Program
11.71 2,500k 1/1/1999
17 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
11.94 3,000k 10/1/1992
16 Superfund Group
Superfund Green Master
12.03 2,000k 5/1/2001
15 Superfund Group
Superfund Green Gold L.P. Series B-1
12.17 5k 4/1/2009
14 Clarke Capital Management
Jupiter
12.51 3,000k 5/1/2005
13 Parizek Capital
Futures Trading Program
12.91 500k 4/1/2000
12 Superfund Group
Superfund Green Gold C (SPC)
14.15 100k 10/1/2005
11 Somers Brothers Capital
Diversified Futures Program #1
14.18 100k 1/1/2005
10 DUNN Capital Management
D'Best Futures Fund, L.P.
14.99 100k 6/1/1994
9 Dreiss Research Corporation
Diversified Program
17.71 1,000k 5/1/1991
8 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
17.97 2,000k 7/1/1992
7 DUNN Capital Management
DUNN Combined Fund (DCF)
18.01 100k 5/1/1989
6 Tactical Investment Management
Tactical Institutional Commodity Program
18.27 10,000k 4/1/1993
5 Revolution Capital Management
Mosaic Program
18.36 10,000k 10/1/2006
4 Estlander & Partners
Alpha Trend II - Class P
18.42 100k 12/1/2008
3 Zoi Capital, LLC
Telio Program (Client)
22.17 200k 4/1/2010
2 Mulvaney Capital Management
The Mulvaney Global Markets Fund
22.29 100k 5/1/1999
1 Purple Valley Capital, Inc.
Diversified Trend 1
25.77 100k 8/1/2008

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan